+213.1%
GLD vs LNG
+561.0%
-347.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -3.4% | -4.5% | +1.1% | -3.3% |
| 30D | -1.1% | +4.7% | -5.8% | -1.2% |
| 3M | +5.8% | +15.1% | -9.3% | +5.6% |
| 6M | -17.1% | +13.6% | -30.6% | -17.4% |
| YTD | 0.0% | +44.0% | -43.9% | -0.9% |
| 1Y | +18.2% | +18.4% | -0.1% | +17.6% |
| 3Y | +122.6% | +75.9% | +46.7% | +119.3% |
| 5Y | +137.1% | +231.7% | -94.6% | +132.9% |
| All | +213.1% | +561.0% | -347.9% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling